fix: implement fixes suggested by @matebudai

alpacahq · Jan 20, 2025 · 8e80102 · 8e80102
1 parent f6b424e
commit 8e80102
Showing 1 changed file with 8 additions and 8 deletions.
diff --git a/examples/options-trading-mleg.ipynb b/examples/options-trading-mleg.ipynb
@@ -194,12 +194,12 @@
    "source": [
     "# This is a function that will return a contract which minimizes the difference from a target price\n",
     "def find_nearest_strike_contract(contracts, target_price):\n",
-    "    min_error = 0\n",
+    "    min_diff = 0\n",
     "    min_contract = None\n",
     "    for contract in contracts:\n",
-    "        error = abs(float(contract.strike_price) - target_price)\n",
-    "        if min_contract is None or error < min_error:\n",
-    "            min_error = error\n",
+    "        diff = abs(float(contract.strike_price) - target_price)\n",
+    "        if min_contract is None or diff < min_diff:\n",
+    "            min_diff = diff\n",
     "            min_contract = contract\n",
     "    return min_contract"
    ],
@@ -389,10 +389,10 @@
     "        self.is_call = is_call\n",
     "        self.is_buy = is_buy\n",
     "        self.contract = None\n",
-    "        self.err = 0\n",
+    "        self.diff = 0\n",
     "\n",
     "    def __repr__(self):\n",
-    "        return f\"Contract: {self.contract}, Optimal: {self.optimal}, Error: {self.err}, Is Call: {self.is_call}\"\n",
+    "        return f\"Contract: {self.contract}, Optimal: {self.optimal}, Diff: {self.diff}, Is Call: {self.is_call}\"\n",
     "\n",
     "\n",
     "buffers = [ContractBuffer(A, False, True), ContractBuffer(B, False, False), ContractBuffer(C, True, False),\n",
@@ -404,8 +404,8 @@
     "        if buff.is_call != is_call:\n",
     "            continue\n",
     "        diff = abs(float(contract.strike_price) - buff.optimal)\n",
-    "        if diff < buff.err or buff.contract is None:\n",
-    "            buff.err = diff\n",
+    "        if diff < buff.diff or buff.contract is None:\n",
+    "            buff.diff = diff\n",
     "            buff.contract = contract\n",
     "\n",
     "order_legs_m = []\n",